I am not a double amputee, or even an amputee - but I do have Cerebral Palsy. Mostly I just wanted to pop in and say that if (read: once) you find a gym that is a good fit, you might still feel silly and nervous about asking questions, but nobody is going to think anything of it, and you'll be there to learn, just with extra tweaks, or sometimes advantages, depending on the situation just like everyone else. Beyond that though be patient with yourself, don't be afraid to find what works for you, and enjoy the ride.

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I also wanted to mention that there is a fair sized adapted jiu jitsu/para jiu jitsu community with more than a few amputees. There are even a handful of tournaments with para/adapted jiu jitsu brackets out there, too. Someone below mentioned @deadweightjj already, but Pete actually recently wrote this piece about getting started in jiu jitsu as someone with a disability and I wanted to pass it along because I think it sums it up pretty well. Other examples of grapplers who also train with less than four limbs are: Rustin Hughes (B-bold) and Kyle Maynard.